WEEKLY FIXED INCOME REPORT | 28 July 2025

MONEY MARKET STATISTICS

Interbank lending volumes increased to KES 13.03bn from KES 10.75bn over the week, with activity remaining relatively steady throughout. The average interbank rate was largely unchanged, inching down to 9.62%, amid sustained liquidity absorption by the CBK. The table below summarizes market liquidity indicators:

On a month-on-month basis, average traded volumes remain below what was recorded in the previous month as shown below:

Interbank rates remain well anchored within the corridor. See the chart below;

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